Virginia National Bankshares Stock Market Value
| VABK Stock | USD 42.58 0.38 0.90% |
| Symbol | Virginia |
Virginia National Price To Book Ratio
Is Regional Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Virginia National. If investors know Virginia will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Virginia National listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.01) | Dividend Share 1.32 | Earnings Share 2.89 | Revenue Per Share 9.603 | Quarterly Revenue Growth (0.02) |
The market value of Virginia National is measured differently than its book value, which is the value of Virginia that is recorded on the company's balance sheet. Investors also form their own opinion of Virginia National's value that differs from its market value or its book value, called intrinsic value, which is Virginia National's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Virginia National's market value can be influenced by many factors that don't directly affect Virginia National's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Virginia National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Virginia National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Virginia National's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Virginia National 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Virginia National's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Virginia National.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Virginia National on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Virginia National Bankshares or generate 0.0% return on investment in Virginia National over 660 days. Virginia National is related to or competes with Fifth Third, Zions Bancorporation, Huntington Bancshares, Comerica, and MT Bank. Virginia National Bankshares Corporation operates as the holding company for Virginia National Bank that provides a rang... More
Virginia National Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Virginia National's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Virginia National Bankshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | 0.0689 | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 4.08 |
Virginia National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virginia National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virginia National's standard deviation. In reality, there are many statistical measures that can use Virginia National historical prices to predict the future Virginia National's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.1155 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0904 | |||
| Treynor Ratio | 0.222 |
Virginia National Backtested Returns
Virginia National appears to be very steady, given 3 months investment horizon. Virginia National owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found thirty technical indicators for Virginia National Bankshares, which you can use to evaluate the volatility of the company. Please review Virginia National's Semi Deviation of 1.25, coefficient of variation of 730.25, and Risk Adjusted Performance of 0.111 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Virginia National holds a performance score of 9. The entity has a beta of 1.14, which indicates a somewhat significant risk relative to the market. Virginia National returns are very sensitive to returns on the market. As the market goes up or down, Virginia National is expected to follow. Please check Virginia National's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Virginia National's existing price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
Virginia National Bankshares has weak predictability. Overlapping area represents the amount of predictability between Virginia National time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Virginia National price movement. The serial correlation of 0.21 indicates that over 21.0% of current Virginia National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 28.15 |
Virginia National lagged returns against current returns
Autocorrelation, which is Virginia National stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Virginia National's stock expected returns. We can calculate the autocorrelation of Virginia National returns to help us make a trade decision. For example, suppose you find that Virginia National has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Virginia National regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Virginia National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virginia National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virginia National stock over time.
Current vs Lagged Prices |
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Virginia National Lagged Returns
When evaluating Virginia National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virginia National stock have on its future price. Virginia National autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Virginia National autocorrelation shows the relationship between Virginia National stock current value and its past values and can show if there is a momentum factor associated with investing in Virginia National Bankshares.
Regressed Prices |
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Virginia National technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.